+112.2%
WDAY vs KNX
+166.7%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.7% |
| 7D | -5.2% | -5.6% | +0.4% | -3.8% |
| 30D | +5.9% | -4.4% | +10.3% | +7.1% |
| 3M | +42.3% | -17.3% | +59.6% | +48.7% |
| 6M | +34.7% | +22.6% | +12.1% | +25.8% |
| YTD | -13.5% | +31.1% | -44.7% | -21.2% |
| 1Y | -18.1% | +60.2% | -78.3% | -29.9% |
| 3Y | -26.4% | +35.8% | -62.1% | -35.7% |
| 5Y | -30.6% | +38.9% | -69.5% | -40.4% |
| All | +112.2% | +166.7% | -54.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling